|
Vanguard Short-Term Corporate Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Short-Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital US 1-5 Year Corporate Bond Index. |
| Category | Corporate |
| Fund Sponsor | Vanguard Group Inc/The |
| Website | www.vanguard.com |
| Inception date | Nov 19, 2009 |
| Assets (mns) | $39,611 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 2455 |
| No of distinct issuers | 843 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 4% /96% |
| Non-standard maturity (callable, etc.) | 79% |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| TOTAL | 2.4 % |
|---|
| BANK OF AMERICA CORPORATION | 3.4% |
| JPMORGAN CHASE & CO. | 3.3% |
| MORGAN STANLEY | 2.9% |
| GOLDMAN SACHS GROUP, INC. | 2.4% |
| WELLS FARGO & COMPANY | 2.3% |
 |
UNITED STATES | 96.0 % |
 |
CANADA | 5.2 % |
 |
UNITED KINGDOM | 4.2 % |
 |
JAPAN | 3.7 % |
 |
BRITAIN | 1.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.8% | 3.0% | 1.6% | 2.5% | 2.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.42 | 78% |
| S&P500 | 0.14 | 41% |
| MSCI EAFE | 0.15 | 54% |
| MSCI Emg. Mkts. | 0.15 | 56% |
| Recent close | $79.96 |
| 30d moving avg. | $79.46 |
| Annualized volatility | 3.3% |
| Short interest (ETF) | 1.0% |
| Relative strength (RSI) | 66 |
| Avg. volume (thou.) | 5,065 |
| Avg. daily value traded (mns) | $405 |
| Turnover | 1.0% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCSH | 2.9 yrs | Category Avg.* |
4.7 yrs |
| VCSH | 2.8% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.48% | -12.2% | $70.22 |
| +200 bp | 5.48% | -7.3% | $74.13 |
| +150 bp | 4.98% | -5.2% | $75.84 |
| +100 bp | 4.48% | -3.2% | $77.38 |
| +75 bp | 4.23% | -2.3% | $78.08 |
| +50 bp | 3.98% | -1.5% | $78.75 |
| +25 bp | 3.73% | -0.7% | $79.38 |
| 0 bp | 3.48% | 0% | $79.96 |
| -25 bp | 3.23% | 0.7% | $80.50 |
| -50 bp | 2.98% | 1.3% | $81.00 |
| -75 bp | 2.73% | 1.9% | $81.46 |
| -100 bp | 2.48% | 2.4% | $81.88 |
| -150 bp | 1.98% | 3.3% | $82.60 |
| -200 bp | 1.48% | 4.0% | $83.14 |
| -300 bp | 0.48% | 4.7% | $83.74 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
348 | bp |
| Less: Annual "default factor" |
15 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 3.29 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.8% |
| Corporate | 3.7% |
| Emerging Market | 5.3% |
| Government | 6.9% |
| Inflation Protected | 1.9% |
| Mortgage | 4.6% |
| Municipals | 3.1% |
| *Note: The Vanguard Short-Term Corporate Bond ETF is classified as a Corporate fund. | |